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Volatility
Theorie
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Theory
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Schätzung
128,659
Estimation
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Technischer Fortschritt
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Mathematische Optimierung
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Mathematical programming
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Börsenkurs
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Share price
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EU-Staaten
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Zeitreihenanalyse
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Volatilität
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Time series analysis
18,005
EU countries
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McAleer, Michael
120
Gupta, Rangan
115
Bollerslev, Tim
101
Diebold, Francis X.
90
Andersen, Torben
80
Caporale, Guglielmo Maria
67
Härdle, Wolfgang
62
Koopman, Siem Jan
60
Pierdzioch, Christian
56
Caporin, Massimiliano
53
Lux, Thomas
52
Bekaert, Geert
49
Todorov, Viktor
49
Hautsch, Nikolaus
46
Asai, Manabu
43
Ma, Feng
42
Chiarella, Carl
41
Gil-Alaña, Luis A.
41
Herwartz, Helmut
41
Lucas, André
37
Chan, Joshua
36
Aizenman, Joshua
35
Chang, Chia-Lin
35
Christoffersen, Peter F.
35
Engle, Robert F.
35
Tauchen, George Eugene
35
Wohar, Mark E.
35
Dijk, Dick van
34
Ghysels, Eric
34
Hafner, Christian M.
34
Aït-Sahalia, Yacine
33
Belke, Ansgar
32
Mumtaz, Haroon
32
Gallo, Giampiero M.
31
Rodriguez, Gabriel
31
Westerhoff, Frank H.
31
Bahmani-Oskooee, Mohsen
30
Campbell, John Y.
30
Tiwari, Aviral Kumar
29
Lustig, Hanno
28
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
9
Centre for Analytical Finance <Århus>
8
European University Institute / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
7
Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
6
Svenska Handelshögskolan <Helsinki>
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University of Canterbury / Dept. of Economics and Finance
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Birkbeck College / Department of Economics
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Institute of Finance and Accounting <London>
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International Monetary Fund
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Centre for Economic Policy Research
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
European Central Bank
4
Federal Reserve System / Division of Research and Statistics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Instituto Valenciano de Investigaciones Económicas
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
The Wharton Financial Institutions Center
4
Federal Reserve Bank of New York
3
Federal Reserve Bank of San Francisco
3
Federal Reserve Bank of St. Louis
3
Forschungsinstitut zur Zukunft der Arbeit
3
Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Australian National University / Faculty of Economics and Commerce
2
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Growth and Business Cycle Research <Manchester>
2
Centro de Investigación y Docencia Económicas (CIDE)
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Department of Economics, Open University
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
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NBER working paper series
245
Working paper / National Bureau of Economic Research, Inc.
226
NBER Working Paper
216
Journal of econometrics
215
Finance research letters
211
Energy economics
197
Economic modelling
178
Applied economics
165
International review of economics & finance : IREF
157
Journal of banking & finance
150
Economics letters
146
Journal of empirical finance
136
The North American journal of economics and finance : a journal of financial economics studies
129
International review of financial analysis
127
Working paper
127
Discussion paper / Tinbergen Institute
125
Journal of international money and finance
120
Discussion paper / Centre for Economic Policy Research
112
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
Applied economics letters
109
Journal of financial economics
108
The journal of futures markets
100
International journal of forecasting
95
Applied financial economics
94
Journal of economic dynamics & control
93
The European journal of finance
87
International journal of theoretical and applied finance
85
Journal of international financial markets, institutions & money
84
Journal of forecasting
80
CESifo working papers
78
Quantitative finance
77
Journal of risk and financial management : JRFM
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Research in international business and finance
71
Research paper series / Swiss Finance Institute
68
International journal of finance & economics : IJFE
65
Econometric reviews
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Computational economics
62
The review of financial studies
62
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ECONIS (ZBW)
17,612
RePEc
33
EconStor
23
ArchiDok
2
Other ZBW resources
2
BASE
1
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17,673
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1
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
2
Time-Varying Realized GARCH Models for Tracking
Measurement
Error
Bias
in Volatility Forecasting
Gerlach, Richard H.
-
2020
This paper proposes novel approaches to the modeling of attenuation
bias
effects in volatility forecasting. Our …
Persistent link: https://www.econbiz.de/10012839665
Saved in:
3
Time-varying parameters realized GARCH models for tracking attenuation
bias
in volatility dynamics
Gerlach, Richard
;
Naimoli, Antonio
;
Storti, Giuseppe
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1849-1878
Persistent link: https://www.econbiz.de/10012295647
Saved in:
4
Measurement
errors in index trader positions data : is the price pressure hypothesis still invalid?
Bohl, Martin T.
;
Branger, Nicole
;
Trede, Mark
- In:
Applied economic perspectives and policy
44
(
2022
)
3
,
pp. 1534-1553
Persistent link: https://www.econbiz.de/10013383622
Saved in:
5
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
6
A new error measure for forecasts of household-level, high resolution electrical energy consumption
Haben, Stephen
;
Ward, Jonathan
;
Vukadinović Greetham, …
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 246-256
Persistent link: https://www.econbiz.de/10010510941
Saved in:
7
What is fractional integration?
Parke, William R.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 632-638
Persistent link: https://www.econbiz.de/10001437380
Saved in:
8
Tests for equal forecast accuracy under heteroskedasticity
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Journal of applied econometrics
39
(
2024
)
5
,
pp. 850-869
Persistent link: https://www.econbiz.de/10015156787
Saved in:
9
Forecasting realized variance measures using time-varying coefficient models
Bekierman, Jeremias
;
Manner, Hans
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 276-287
Persistent link: https://www.econbiz.de/10012030902
Saved in:
10
Contribution to portfolio tracking error volatility with geometric illustration
Zhang, Jubao
;
Ma, Juan
- In:
Applied economics letters
31
(
2024
)
20
,
pp. 2176-2181
Persistent link: https://www.econbiz.de/10015095156
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